I know Yoda was given a species and a home planet, I just can't remember either right now; too early in the morning. Anywaise check out wookiepedia, they should have it. It wasnt mentioned in the movie cause there was no reason just like how Plo Koon was never given a planet or a race [as far as I can recall]

Standing a mere 66 centimeters tall, Yoda was a male member of a mysterious race. He was the Grand Master of the Jedi Order and one of the senior members of the Jedi High Council in the last days of the Galactic Republic. He had exceptional skills in lightsaber combat, employing whirling and acrobatic Form IV techniques. From c. 300 BBY to 19 BBY he trained almost every Jedi in the Galaxy?as Grand Master, he had instructed every youngling in the Jedi Temple at least once before they were assigned to a master. Perhaps the only Jedi of the Republic not to have been directly taught by Yoda was Anakin Skywalker?which may have contributed to the young man's fall to the dark side.

Yoda's most important student was arguably Luke Skywalker, whom Yoda trained to become the future of the Jedi. Having trained the first member of the New Jedi Order, Yoda served as the conduit between the two orders, preserving the Jedi's flame for the next generation.

Just to add this into the mix, a lot of fan specualtion rested around Yoda being a member of a species known as "the Whills." This comes from Lucas's eariler drafts of SW referencing "the journal of the Whills."

I once wrote part of a fanfic around this idea.

As to why Lucas never wrote a backstory, I would argue that we just don't know he didn't. Lucas typically fleshed out his characters fairly well with backstories. I would guess that he just did not have screentime to give us Yoda's backstory. That does not mena that it does not exist. At least in GL's mind.

That being said, it is refreshing to have an enigma in the series. The force is explained. Palpy is fairly explained. The skwlakers are clearly explained. Who better to be an enigma than Yoda? In a way, I am gld we don't know. It is nice to have some mysteries left.